Partial vs total autocorrelation

This video explains what the difference is between partial and total correlograms, and how they both can be used in conjunction to diagnose the type of a time series process. Check out https://ben-lambert.com/econometrics-... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1...

• #howto_style
• #autocorrelation
• #correlogram
• #time_series
• #econometrics_field_of_study